HSBC WAR. CALL 25 SIE/  DE000TT4WG72  /

gettex Zettex2
5/13/2021  7:50:03 PM Chg.+0.0800 Bid7:58:44 PM Ask7:58:44 PM Underlying Strike price Expiration date Option type
2.6800EUR +3.08% 2.6500
Bid Size: 25,000
2.6900
Ask Size: 25,000
SIEMENS AG NA O.N. 135.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG7
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.85
Historic volatility: 0.29
Parity: 0.43
Time value: 2.17
Break-even: 161.00
Moneyness: 1.03
Premium: 0.16
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.54%
Delta: 0.32
Theta: 0.00
Omega: 1.73
Rho: 0.88
 

Quote data

Open: 2.5200
High: 2.6900
Low: 2.4700
Previous Close: 2.6000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.75%
1 Month     0.00%
3 Months  
+16.02%
YTD  
+116.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.9300 2.6000
1M High / 1M Low: 3.0100 2.4800
6M High / 6M Low: - -
High (YTD): 4/16/2021 3.0100
Low (YTD): 1/5/2021 1.2100
52W High: - -
52W Low: - -
Avg. price 1W:   2.7400
Avg. volume 1W:   0.0000
Avg. price 1M:   2.7377
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -